-44.6%
VG vs BAH
-33.8%
-10.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.7% | -0.9% |
| 7D | +14.0% | +1.7% | +12.3% | +13.6% |
| 30D | -1.0% | +20.8% | -21.8% | -4.8% |
| 3M | -2.7% | +11.6% | -14.3% | -5.1% |
| 6M | +1.5% | +23.1% | -21.6% | -3.3% |
| YTD | +93.7% | +5.3% | +88.4% | +93.2% |
| 1Y | +68.5% | +6.1% | +62.4% | +67.4% |
| All | -44.6% | -33.8% | -10.8% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling